+7,138.6%
SHW vs EWJ
+156.6%
+6,982.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -3.2% | +2.5% | -5.7% | -4.3% |
| 30D | -9.5% | +3.3% | -12.8% | -10.9% |
| 3M | +11.5% | +5.0% | +6.5% | +8.5% |
| 6M | -3.5% | +11.5% | -15.1% | -8.6% |
| YTD | +3.7% | +22.4% | -18.7% | -6.0% |
| 1Y | -7.9% | +30.2% | -38.1% | -19.0% |
| 3Y | +24.7% | +72.8% | -48.1% | -4.5% |
| 5Y | +13.6% | +54.1% | -40.5% | -8.5% |
| 10Y | +283.0% | +140.6% | +142.3% | +154.8% |
| All | +7,138.6% | +156.6% | +6,982.0% | +3,714.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EWJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling